+160.1%
MA vs CARR
+421.5%
-261.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | -1.7% | -3.8% | +2.0% | -0.9% |
| 30D | +1.7% | -8.9% | +10.6% | +3.7% |
| 3M | +17.2% | -17.3% | +34.5% | +21.6% |
| 6M | +13.3% | -1.4% | +14.7% | +11.8% |
| YTD | +0.2% | +10.0% | -9.8% | -4.1% |
| 1Y | -2.7% | -6.4% | +3.6% | -3.3% |
| 3Y | +39.1% | +1.5% | +37.5% | +32.5% |
| 5Y | +68.8% | +9.3% | +59.5% | +52.0% |
| All | +160.1% | +421.5% | -261.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling